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A local strict comparison theorem and converse comparison theorems for reflected backward stochastic differential equations |
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| Authors: | Juan Li Shanjian Tang |
| Institution: | 1. Institute of Mathematics, School of Mathematical Sciences, Fudan University, Shanghai 200433, China;2. Key Laboratory of Mathematics for Nonlinear Sciences (Fudan University), Ministry of Education, China;3. Department of Mathematics, Shandong University at Weihai, Weihai 264200, China;4. Department of Finance and Control Sciences, School of Mathematical Sciences, Fudan University, Shanghai 200433, China |
| Abstract: | A local strict comparison theorem and some converse comparison theorems are proved for reflected backward stochastic differential equations under suitable conditions. |
| Keywords: | 60H10 60H30 |
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